Sr. Derivatives Analyst
In this particular position, you are part of the Derivatives’ Front Office, and will be tasked with the management of a variety of derivative portfolios for the various programs under management by FIRM. Additionally you will partner with various Insurance Companies throughout the FIRM family to help design, structure, and implement hedging solutions to manage the capital market risk of various insurance products, with a focus on variable annuities. Specifically we are looking for individuals that have a strong background in variable annuity hedge solution or ALM, and equity derivatives.
This position allows for significant growth within the organization and may lead to leadership roles within the group.
Job Specific Responsibilities:
Advise and work with internal clients on risk hedging and capital market products that suit their investment needs, focusing on equity and variable annuity product hedging solution design;
Maintain close relationships with the investment banking community and communicate relevant strategies and product offerings to clients;
Provide support for risk analysis to FIRM business units by analyzing markets and models including stress testing and scenario analysis on derivatives strategies;
Research and develop new ALM/hedging strategies across various equity and rate products;
Build analytics/tools for monitoring and/or sensitivity analysis, performing analysis across a portfolio of equity and rate products;
Ensure feasibility and appropriateness of solution design strategies;
Evaluate solution alternatives in the context of economic, legal, regulatory and other contexts unique to the specific business situation.
Identify optimal income and/or risk reducing trading strategies
Contribute in various front office related projects, i.e. upgrading the Derivative Systems Infrastructure.
Qualifications:
Requires a Bachelor’s degree in mathematics, actuarial science, finance, business, or related field with at least 5 years relevant work experience or a graduate degree with at least 4 years relevant work experience.
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